{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/RVI","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/RVI.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/RVI.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"RVI","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":27.440000534057617,"previous_close":27.190000534057617,"delta_neutral":28.837354820083256,"gamma_neutral":29.627495680224413,"gamma_max":38.3679023345715,"total_open_interest":10945,"previous_open_interest":10941,"listed_contracts":49,"listed_calls":28,"listed_puts":25,"gamma_max_distance_pct":39.82471424135189,"delta_neutral_distance_pct":5.09239890243912,"gamma_neutral_distance_pct":7.971920931458255,"open_interest_change_1d_pct":0.03655972945800201,"call_open_interest":5199,"put_open_interest":5746,"put_call_open_interest_ratio":1.105212540873245,"nearest_expiration_max_pain":30,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":9.329443936289273,"all_expiration_max_pain":25,"net_gamma_exposure":-256621.4113437549,"net_gamma_exposure_per_100k_open_interest":-2344645.1470420733,"gamma_exposure_flip":29.627495680224413,"gamma_exposure_flip_distance_pct":7.971920931458255,"call_wall":30,"call_wall_distance_pct":9.329443936289273,"put_wall":25,"put_wall_distance_pct":-8.892130053092272,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":2025},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8889,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"RVI","price":27.44,"totalOi":10945,"analysisCoverage":0.8889,"avgIvPct":67.1,"ivRank":3.5,"iv52wHighPct":94.44,"iv52wLowPct":66.1,"frontDte":null,"frontAtmIvPct":null,"backAtmIvPct":null,"termPremiumPp":null,"expectedMoveFrontPct":null,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":-2.47,"riskReversal30dPp":-2.47,"butterflyFrontPp":-3.87,"butterfly30dPp":-3.87,"putCallOiRatio":1.105,"putCallOiFrontRatio":0.565,"putCallVolumeFrontRatio":0.542,"optionVolume":252,"volumeOiRatio":0.023024,"netDeltaNormalized":-0.018924,"dealerDeltaNormalized":0.018727,"gexPer100kOi":-583418.36455,"vannaPer100kOi":3599.817268,"charmPer100kOi":82147.099132,"weekendDeltaShiftPer100kOi":246432.160804,"ivSurfaceRangePp":33.5,"gammaFlipDistancePct":-34.548105,"maxPainDistancePct":-8.892128,"peakCallDistancePct":9.329446,"peakPutDistancePct":-8.892128},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/RVI.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}